Highland dress in Burns' time was a curiosity which he would have seen on his travels in the Highlands but not something he would ever have worn himself. Of course, there is nothing wrong in wearing whatever you feel appropriate, especially if it is a bit of a formal do but weapons such as a dirk are not usual, unless you are the piper of course. You really need to get yourself one of the doublets if you plan to accoutre yourself with weaponry, preferably with belt(s) over it which then allows unfettered access to the weapons should the need arise. Hopefully it won't come to that, of course, but when the drams start to flow you just never know....